Ocean5 this is an end of day set up trading on the open the next day. Put a 4 6 8 moving average on the Russell 2000 advance decline. Using TC2000 data. When they all 3 go down the first day go long on the open. When they all 3 go up the first day go short on the open. Trading IWM. I discovered this set up on 01/08/07 since then it is up 116% for an annual return of 21%. Since discovery it has had a 10.5 month drawdown.
It would be best to google it and read a definitition on Wikipeida. You would exit the long the same time you went short and vise versa.
I find that if I load 9,14,18,20,30,40,50,80,100,150,200 price tends to react in one of them almost always, so good stuff.